+24.3%
FFUT price history and return analytics
+24.1%
+0.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.4% | -2.3% | -0.1% | -2.5% |
| 30D | -5.8% | -5.0% | -0.8% | -5.8% |
| 3M | +2.0% | -4.9% | +6.9% | +2.0% |
| 6M | +4.7% | -1.5% | +6.3% | +4.6% |
| YTD | +14.8% | +8.5% | +6.3% | +14.1% |
| 1Y | +18.8% | +11.4% | +7.5% | +17.0% |
| All | +24.3% | +24.1% | +0.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling